+164.7%
XLB vs FE
+123.7%
+41.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | +5.3% | +3.9% | +1.4% | +3.9% |
| 3M | 0.0% | -0.1% | +0.1% | 0.0% |
| 6M | +1.2% | +6.1% | -4.9% | -1.0% |
| YTD | +16.9% | +8.1% | +8.8% | +13.4% |
| 1Y | +20.9% | +4.4% | +16.5% | +18.6% |
| 3Y | +43.3% | +49.0% | -5.7% | +22.7% |
| 5Y | +28.3% | +46.1% | -17.8% | +9.9% |
| All | +164.7% | +123.7% | +41.0% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling